+30.4%
GSK vs TECK
+108.8%
-78.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | -2.2% | +4.6% | -6.8% | -2.5% |
| 3M | -1.8% | +2.8% | -4.7% | -2.1% |
| 6M | -10.6% | +24.9% | -35.5% | -13.2% |
| YTD | +4.4% | +44.7% | -40.3% | -1.0% |
| 1Y | +30.4% | +112.0% | -81.6% | +15.1% |
| All | +30.4% | +108.8% | -78.4% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling